+252.9%
DXCM vs COR
+397.4%
-144.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -3.4% |
| 7D | -6.2% | -1.9% | -4.3% | -5.8% |
| 30D | -0.3% | +1.5% | -1.8% | -0.7% |
| 3M | +10.3% | +18.7% | -8.4% | +6.1% |
| 6M | +24.1% | -9.0% | +33.2% | +26.0% |
| YTD | +27.4% | -3.3% | +30.7% | +27.3% |
| 1Y | +8.4% | +9.8% | -1.5% | +5.0% |
| 3Y | -19.0% | +87.4% | -106.4% | -32.4% |
| 5Y | -38.6% | +180.5% | -219.1% | -53.6% |
| 10Y | +252.9% | +398.1% | -145.2% | +162.1% |
| All | +252.9% | +397.4% | -144.5% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling